PortfoliosLab logoPortfoliosLab logo
DGV.MI vs. VVSGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGV.MI vs. VVSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Digital Value S.p.A. (DGV.MI) and VALIC Company I Small Cap Growth Fund (VVSGX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DGV.MI is traded in EUR, while VVSGX is traded in USD. To make them comparable, the VVSGX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGV.MI achieves a 1.51% return, which is significantly lower than VVSGX's 13.31% return.


DGV.MI

1D
0.00%
1M
-0.14%
YTD
1.51%
6M
2.58%
1Y
10.04%
3Y*
-21.49%
5Y*
-11.20%
10Y*

VVSGX

1D
0.70%
1M
0.95%
YTD
13.31%
6M
10.73%
1Y
20.76%
3Y*
9.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGV.MI vs. VVSGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DGV.MI
Digital Value S.p.A.
1.51%21.43%-60.30%-6.12%-41.49%82.11%
VVSGX
VALIC Company I Small Cap Growth Fund
13.31%-3.94%18.17%10.78%-28.00%2.87%

Correlation

The correlation between DGV.MI and VVSGX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2021

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DGV.MI vs. VVSGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGV.MI
DGV.MI Risk / Return Rank: 5050
Overall Rank
DGV.MI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DGV.MI Sortino Ratio Rank: 4747
Sortino Ratio Rank
DGV.MI Omega Ratio Rank: 4949
Omega Ratio Rank
DGV.MI Calmar Ratio Rank: 5252
Calmar Ratio Rank
DGV.MI Martin Ratio Rank: 4949
Martin Ratio Rank

VVSGX
VVSGX Risk / Return Rank: 2222
Overall Rank
VVSGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VVSGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VVSGX Omega Ratio Rank: 1717
Omega Ratio Rank
VVSGX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VVSGX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGV.MI vs. VVSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Digital Value S.p.A. (DGV.MI) and VALIC Company I Small Cap Growth Fund (VVSGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DGV.MIVVSGXDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratioReturn relative to maximum drawdown

0.48

1.86

-1.38

Martin ratioReturn relative to average drawdown

0.67

6.33

-5.66

DGV.MI vs. VVSGX - Sharpe Ratio Comparison

The current DGV.MI Sharpe Ratio is 0.27, which is lower than the VVSGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of DGV.MI and VVSGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DGV.MIVVSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.08

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.05

+0.26

Drawdowns

DGV.MI vs. VVSGX - Drawdown Comparison

The maximum DGV.MI drawdown since its inception was -90.59%, which is greater than VVSGX's maximum drawdown of -39.58%. Use the drawdown chart below to compare losses from any high point for DGV.MI and VVSGX.


Loading charts...

Drawdown Indicators


DGV.MIVVSGXDifference

Max Drawdown

Largest peak-to-trough decline

-90.59%

-39.58%

-51.01%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-11.15%

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-83.63%

-29.53%

-54.10%

Max Drawdown (5Y)

Largest decline over 5 years

-90.59%

Current Drawdown

Current decline from peak

-74.03%

-7.01%

-67.02%

Average Drawdown

Average peak-to-trough decline

-34.20%

-21.19%

-13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.23%

3.27%

+8.96%

Volatility

DGV.MI vs. VVSGX - Volatility Comparison

The current volatility for Digital Value S.p.A. (DGV.MI) is 0.39%, while VALIC Company I Small Cap Growth Fund (VVSGX) has a volatility of 5.20%. This indicates that DGV.MI experiences smaller price fluctuations and is considered to be less risky than VVSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DGV.MIVVSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

5.20%

-4.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

14.15%

-9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

31.16%

19.26%

+11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.08%

24.18%

+31.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.56%

24.18%

+24.38%

Dividends

DGV.MI vs. VVSGX - Dividend Comparison

DGV.MI's dividend yield for the trailing twelve months is around 2.76%, more than VVSGX's 2.22% yield.


PositionTTM2025202420232022
DGV.MI
Digital Value S.p.A.
2.76%2.80%3.93%1.38%0.00%
VVSGX
VALIC Company I Small Cap Growth Fund
2.22%0.00%0.00%7.74%10.27%

Frequently Asked Questions


DGV.MI and VVSGX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DGV.MI and VVSGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer